Euro Bund Future September 2024


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 131.04 130.35 -0.69 -0.5% 131.45
High 131.19 130.53 -0.66 -0.5% 131.75
Low 130.35 129.41 -0.94 -0.7% 130.29
Close 130.74 129.73 -1.01 -0.8% 130.81
Range 0.84 1.12 0.28 33.3% 1.46
ATR 0.72 0.77 0.04 6.0% 0.00
Volume 49,009 154,218 105,209 214.7% 63,647
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 133.25 132.61 130.35
R3 132.13 131.49 130.04
R2 131.01 131.01 129.94
R1 130.37 130.37 129.83 130.13
PP 129.89 129.89 129.89 129.77
S1 129.25 129.25 129.63 129.01
S2 128.77 128.77 129.52
S3 127.65 128.13 129.42
S4 126.53 127.01 129.11
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 135.33 134.53 131.61
R3 133.87 133.07 131.21
R2 132.41 132.41 131.08
R1 131.61 131.61 130.94 131.28
PP 130.95 130.95 130.95 130.79
S1 130.15 130.15 130.68 129.82
S2 129.49 129.49 130.54
S3 128.03 128.69 130.41
S4 126.57 127.23 130.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.50 129.41 2.09 1.6% 0.79 0.6% 15% False True 51,593
10 132.83 129.41 3.42 2.6% 0.75 0.6% 9% False True 27,890
20 132.83 129.41 3.42 2.6% 0.68 0.5% 9% False True 15,019
40 133.71 129.41 4.30 3.3% 0.64 0.5% 7% False True 7,680
60 134.77 129.41 5.36 4.1% 0.50 0.4% 6% False True 5,129
80 135.38 129.41 5.97 4.6% 0.41 0.3% 5% False True 3,847
100 136.41 129.41 7.00 5.4% 0.34 0.3% 5% False True 3,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135.29
2.618 133.46
1.618 132.34
1.000 131.65
0.618 131.22
HIGH 130.53
0.618 130.10
0.500 129.97
0.382 129.84
LOW 129.41
0.618 128.72
1.000 128.29
1.618 127.60
2.618 126.48
4.250 124.65
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 129.97 130.30
PP 129.89 130.11
S1 129.81 129.92

These figures are updated between 7pm and 10pm EST after a trading day.

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